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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+21.98%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$99.7B
AUM Growth
-$35.3B
(-26%)
Cap. Flow
-$51.2B
Cap. Flow
% of AUM
-51.39%
Top 10 Holdings %
Top 10 Hldgs %
38.1%
Holding
3,429
New
429
Increased
712
Reduced
935
Closed
1,256
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$336M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$322M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$189M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$138M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$93.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$471M |
| 2 |
Adobe
ADBE
|
+$209M |
| 3 |
Amazon
AMZN
|
+$208M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$197M |
| 5 |
Advanced Micro Devices
AMD
|
+$178M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.57% |
| 2 | Technology | 1.47% |
| 3 | Communication Services | 0.76% |
| 4 | Financials | 0.54% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WCN
1001
CALL
Waste Connections
WCN
$42B
| $3.99M | ﹤0.01% |
+38,900
| New | +$4.02M |
|
1002
PUT
Teck Resources
TECK
$32.6B
| $3.98M | ﹤0.01% |
219,300
-422,600
| -66% | -$6.52M |
|
1003
PUT
Schrodinger
SDGR
$1.36B
| $3.95M | ﹤0.01% |
49,900
+42,900
| +613% | +$2.7M |
|
1004
Lumen
LUMN
$6.44B
| $3.95M | ﹤0.01% |
405,027
-706
| -0.2% | -$6.97K |
|
1005
CALL
Warrior Met Coal
HCC
$4.86B
| $3.94M | ﹤0.01% |
185,000
| – | – |
|
1006
Yum! Brands
YUM
$41.1B
| $3.94M | ﹤0.01% |
36,333
+7,243
| +25% | +$739K |
|
1007
PUT
Harley-Davidson
HOG
$2.71B
| $3.92M | ﹤0.01% |
106,800
+54,600
| +105% | +$1.87M |
|
1008
Kroger
KR
$34.8B
| $3.91M | ﹤0.01% |
123,000
+8,427
| +7% | +$273K |
|
1009
Fiverr
FVRR
$339M
| $3.9M | ﹤0.01% |
20,010
+18,959
| +1,804% | +$3.43M |
|
1010
CALL
GoPro
GPRO
$126M
| $3.88M | ﹤0.01% |
468,500
+468,000
| +93,600% | +$3.37M |
|
1011
PUT
Kinross Gold
KGC
$32.8B
| $3.88M | ﹤0.01% |
528,600
+515,400
| +3,905% | +$4.11M |
|
1012
CALL
HSBC
HSBC
$356B
| $3.85M | ﹤0.01% |
148,700
-263,900
| -64% | -$6.27M |
|
1013
CALL
McKesson
MCK
$101B
| $3.84M | ﹤0.01% |
22,100
-21,600
| -49% | -$3.6M |
|
1014
CALL
Gold Fields
GFI
$36.5B
| $3.84M | ﹤0.01% |
+413,900
| New | +$4.37M |
|
1015
CALL
Waste Management
WM
$91B
| $3.83M | ﹤0.01% |
32,500
-49,500
| -60% | -$5.77M |
|
|
ZNGA
1016
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.82M | ﹤0.01% |
386,800
-38,200
| -9% | -$344K |
|
1017
PUT
PPG Industries
PPG
$26.6B
| $3.81M | ﹤0.01% |
26,400
-24,700
| -48% | -$3.44M |
|
1018
CALL
Travel + Leisure Co
TNL
$4.7B
| $3.79M | ﹤0.01% |
84,600
-9,700
| -10% | -$381K |
|
|
GAP
1019
The Gap Inc
GAP
$7.37B
| $3.79M | ﹤0.01% |
187,974
+103,179
| +122% | +$2.17M |
|
1020
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
| $3.79M | ﹤0.01% |
+44,700
| New | +$3.71M |
|
1021
CALL
Owens Corning
OC
$12.4B
| $3.79M | ﹤0.01% |
+50,000
| New | +$3.64M |
|
|
1022
PUT
Owens Corning
OC
$12.4B
| $3.79M | ﹤0.01% |
+50,000
| New | +$3.64M |
|
1023
PUT
Ovintiv
OVV
$16.4B
| $3.79M | ﹤0.01% |
263,600
+3,600
| +1% | +$42.2K |
|
1024
CALL
Murphy Oil
MUR
$4.78B
| $3.75M | ﹤0.01% |
310,000
| – | – |
|
1025
United States Natural Gas Fund
UNG
$478M
| $3.73M | ﹤0.01% |
101,298
+44,538
| +78% | +$1.92M |
|
Similar funds
HF
Parallax Volatility Advisers's Q4 2020 Portfolio in Review
As of Q4 2020, Parallax Volatility Advisers held 3,429 positions worth $99.7B, down 26% from $135B the previous quarter. Its ten largest holdings account for 38% of the portfolio.
Parallax Volatility Advisers withdrew a net $51.2B in Q4 2020, closing 1,256 positions and reducing 935 holdings. Its most notable exit was Adobe, an estimated $209M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1.6% of assets, up from 1.1% a quarter earlier, followed by Technology and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in Insulet worth $12.8M.
- Parallax Volatility Advisers's largest Q4 2020 buy was Insulet: 50,183 shares worth $12.8M.
- Parallax Volatility Advisers added most to Tesla in Q4 2020, an estimated $336M increase.
- Parallax Volatility Advisers's biggest Q4 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $471M.
- Parallax Volatility Advisers fully exited Adobe in Q4 2020, selling an estimated $209M.
- Parallax Volatility Advisers's ten largest holdings make up 38% of its $99.7B portfolio in Q4 2020.
- Parallax Volatility Advisers opened 429 new positions and closed 1,256 in Q4 2020.
- Parallax Volatility Advisers's portfolio value fell 26% quarter-over-quarter to $99.7B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.